For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Return ⓘ | -18.72% | -6.39% | 4.22% |
| Price Trend ⓘ | -0.05 | -0.56 | 0.56 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.11% | 24.93% | 31.01% |
| Max Drawdown ⓘ | -20.13% | -24.59% | -24.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.08 | -0.33 | 0.01 |
| Calmar Ratio ⓘ | -0.93 | -0.26 | 0.17 |
| Sortino Ratio ⓘ | -2.04 | -0.59 | 0.02 |